Download or read book Identification of Discrete time Stochastic Bilinear Systems written by C. S. Kubrusly and published by . This book was released on 1980 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Techniques in Discrete Time Stochastic Control Systems written by and published by Academic Press. This book was released on 1995-10-20 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Previous Volumes"This book will be a useful reference to control engineers and researchers. The papers contained cover well the recent advances in the field of modern control theory."-IEEE GROUP CORRESPONDANCE"This book will help all those researchers who valiantly try to keep abreast of what is new in the theory and practice of optimal control."-CONTROL

Download or read book Introduction to Mathematical Systems Theory written by Christiaan Heij and published by Springer Nature. This book was released on 2021-03-21 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to the theory of linear systems and control for students in business mathematics, econometrics, computer science, and engineering. The focus is on discrete time systems, which are the most relevant in business applications, as opposed to continuous time systems, requiring less mathematical preliminaries. The subjects treated are among the central topics of deterministic linear system theory: controllability, observability, realization theory, stability and stabilization by feedback, LQ-optimal control theory. Kalman filtering and LQC-control of stochastic systems are also discussed, as are modeling, time series analysis and model specification, along with model validation. This second edition has been updated and slightly expanded. In addition, supplementary material containing the exercises is now available on the Springer Link's book website.

Download or read book Discrete time Stochastic Systems written by Torsten Söderström and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 387 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.

Download or read book Stochastic Bilinear Systems written by G. Koch and published by . This book was released on 1972 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Identification of Time Varying Delays in Linear Discrete Time Stochastic Systems written by Farrokh Abrishamkar and published by . This book was released on 1984 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Computation and Applied Mathematics written by and published by . This book was released on 1982 with total page 110 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Linear Stochastic Systems written by Anders Lindquist and published by Springer. This book was released on 2015-04-24 with total page 788 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramér and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital computers, since the fundamental work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notion of the conditional independence of past and future flows of the relevant signals, are revealed to be fundamentally unifying ideas. The book, based on over 30 years of original research, represents a valuable contribution that will inform the fields of stochastic modeling, estimation, system identification, and time series analysis for decades to come. It also provides the mathematical tools needed to grasp and analyze the structures of algorithms in stochastic systems theory.

Download or read book Computation and Applied Mathematics written by and published by . This book was released on 1984 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Computer Identification of Discrete Time Linear Multivariable Stochastic Systems written by R. A. Cummings and published by . This book was released on 1972 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book On the State and Parameter Estimation of Stochastic Bilinear Systems written by Ali Shadman-Valavi and published by . This book was released on 1977 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bilinear systems due to their variable structure properties offer more versatility in modelling of nonlinear processes than linear systems. The state estimation problem for a continuous bilinear system with a continuous observation model is studied and the results are extended to the case where the observations are of a discrete nature. It is shown that the optimal filter is of infinite dimension and a suboptimal solution based on the use of the conditional best estimate of the state in the multiplicative term, rather than the actual state, is proposed. The filter dimension is reduced to two and the mean and the variance equations are provided. A recursive maximum likelihood procedure operating on the proposed filter is used for the parameter identification. Both the likelihood functional and the gradient equations are provided. Computation of the gradient is dependent on computing the partial derivatives of the proposed filter equations with respect to the parameters. Simulation of the sample functions of bilinear systems using closed form solutions is discussed and a complete solution for the scalar case is provided. Parametric conditions for obtaining closed form solutions to the vector cases are supplied. A number of numerical examples illustrating the feasibility and performance of the proposed filter and parameter identification schemes are included. Both scalar and multivariable computational examples are considered.

Download or read book Identification and Control of Linear Discrete time Systems with Correlated Stochastic Parameters written by Daniel Edward Busse and published by . This book was released on 1972 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Control and System Theory of Discrete Time Stochastic Systems written by Jan H. van Schuppen and published by Springer Nature. This book was released on 2021-08-02 with total page 940 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control systems and to the solution of control, filtering, and realization problems for such systems. Applications of the theory in the book include the control of ships, shock absorbers, traffic and communications networks, and power systems with fluctuating power flows. The focus of the book is a stochastic control system defined for a spectrum of probability distributions including Bernoulli, finite, Poisson, beta, gamma, and Gaussian distributions. The concepts of observability and controllability of a stochastic control system are defined and characterized. Each output process considered is, with respect to conditions, represented by a stochastic system called a stochastic realization. The existence of a control law is related to stochastic controllability while the existence of a filter system is related to stochastic observability. Stochastic control with partial observations is based on the existence of a stochastic realization of the filtration of the observed process.​

Download or read book Identification and Modelling of Discrete Stochastic Linear Systems written by David Stevenson Spain and published by . This book was released on 1971 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: The basic problem dealt with in the paper is the identification of stochastic, discrete, multivariable linear systems from input-output data. The problem definition includes the possibility of both deterministic and stochastic inputs, although all the noise sources are restricted to be gaussian and white. Using an innovations formulation of the maximum likelihood criterion, the author is able to obtain probability one convergence of the impulse response matrices to their true values. From these matrices one develops a canonical form for multivariable linear systems which requires no structural information or other prior knowledge of the system (although the results are derived in such a way that such knowledge can certainly be used if it is available). This canonical form is also useful in the least squares identification of multivariable systems. One presents two very satisfactory methods of identifying the dimension of a system, one based on the whiteness of the resulting error process and the other based on the relative decrease of the cost function as input must satisfy to guarantee the probability one convergence of the impulse response matrices, and one points out easy methods of constructing input sequences which satisfy these conditions. Finally, one presents both a working program to perform the identification and suggestions, based on computational experience, for possible improvements. (Author).

Download or read book Design of Inputs for Identification of Discrete Time Stochastic Systems written by Michael Athans and published by . This book was released on 1974 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 602 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.

Download or read book Stochastic Optimal Control of Single Input Discrete Bilinear Systems written by K. N. Swamy and published by . This book was released on 1974 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal control of a class of single-input, discrete, stochastic bilinear systems is discussed. The control is assumed to be unbounded and the cost functional quadratic in state. A closed-form solution has been obtained for the stochastic control problem with perfect state observation, and with additive and multiplicative noise in the state equation. It is demonstrated that the presence of noise considerably simplifies the analysis compared to the deterministic case by virtue of integration over certain sets of measure zero. When the state equation has additive noise and the observation equation is noisy, a perturbation controller is obtained to minimize the instantaneous mean-square departure from the nominal, which is chosen to be the solution to the deterministic optimal control problem.